Search Results - subject:"Mean squared error matrix"

On a principal component two-parameter estimator in linear model with autocorrelated errors

Huang, Jiewu; Yang, Hu - In: Statistical Papers 56 (2015) 1, pp. 217-230

This paper is concerned with autocorrelation in errors and multicollinearity among the regressors in linear regression model. To reduce these effects of autocorrelation and multicollinearity, we generalize a principal component two-parameter (PCTP) estimator in the linear regression model with...

Persistent link: https://www.econbiz.de/10011151891

Combining two-parameter and principal component regression estimators

Chang, Xinfeng; Yang, Hu - In: Statistical Papers 53 (2012) 3, pp. 549-562

Persistent link: https://www.econbiz.de/10010998637

A new stochastic mixed ridge estimator in linear regression model

Li, Yalian; Yang, Hu - In: Statistical Papers 51 (2010) 2, pp. 315-323

Persistent link: https://www.econbiz.de/10008456168

An alternative stochastic restricted Liu estimator in linear regression

Yang, Hu; Xu, Jianwen - In: Statistical Papers 50 (2009) 3, pp. 639-647

Persistent link: https://www.econbiz.de/10004966062

Improvement of the Liu estimator in linear regression model

Hubert, M.; Wijekoon, P. - In: Statistical Papers 47 (2006) 3, pp. 471-479

Persistent link: https://www.econbiz.de/10008486799